Andreas Klimke, Barbara Wohlmuth
To recover or approximate smooth multivariate functions, sparse grids are superior to full grids due to a significant reduction of the required support nodes. The order of the convergence rate in the maximum norm is preserved up to a logarithmic factor. We describe three possible piecewise multilinear hierarchical interpolation schemes in detail and conduct a numerical comparison. Furthermore, we document the features of our sparse grid interpolation software package spinterp for MATLAB.
ArticleTo recover or approximate smooth multivariate functions, sparse grids are superior to full grids due to a significant reduction of the required support nodes. The order of the convergence rate in the maximum norm is preserved up to a logarithmic factor. We describe three possible piecewise multilinear hierarchical interpolation schemes in detail and conduct a numerical comparison. Furthermore, we document the features of our sparse grid interpolation software package spinterp for MATLAB.
Andreas Klimke, Barbara Wohlmuth , et al. " Algorithm 847: Spinterp: piecewise multilinear hierarchical sparse grid interpolation in MATLAB." Journal ACM Transactions on Mathematical Software (TOMS). doi:10.1145/1114268.1114275. Retrieved 09/27/2020 from researchcompendia.org/compendia/2013.10/
Compendium Type: Published Papers Primary Research Field: Computer and Information Sciences Secondary Research Field: Mathematics Content License: Public Domain Mark Code License: MIT License
created 12/12/2013
modified 01/16/2014
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